/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.fudgemsg; import static com.opengamma.financial.analytics.volatility.surface.SurfaceInstrumentProvider.DATA_FIELD_NAME; import static com.opengamma.financial.analytics.volatility.surface.SurfaceInstrumentProvider.POSTFIX_FIELD_NAME; import static com.opengamma.financial.analytics.volatility.surface.SurfaceInstrumentProvider.PREFIX_FIELD_NAME; import org.fudgemsg.FudgeMsg; import org.fudgemsg.MutableFudgeMsg; import org.fudgemsg.mapping.FudgeBuilder; import org.fudgemsg.mapping.FudgeBuilderFor; import org.fudgemsg.mapping.FudgeDeserializer; import org.fudgemsg.mapping.FudgeSerializer; import com.opengamma.financial.analytics.volatility.surface.BloombergEquityIndexFutureOptionVolatilitySurfaceInstrumentProvider; /** * */ @FudgeBuilderFor(BloombergEquityIndexFutureOptionVolatilitySurfaceInstrumentProvider.class) public class BloombergEquityIndexFutureOptionVolatilitySurfaceInstrumentProviderFudgeBuilder implements FudgeBuilder<BloombergEquityIndexFutureOptionVolatilitySurfaceInstrumentProvider> { /** The field indicating which value is the cutoff for asking for calls or puts */ private static final String CALL_FIELD_NAME = "useCallAboveStrikeValue"; /** The exchange id field name */ private static final String EXCHANGE_ID_FIELD_NAME = "exchangeId"; /** The ticker scheme name */ private static final String TICKER_SCHEME_NAME = "tickerScheme"; @Override public MutableFudgeMsg buildMessage(final FudgeSerializer serializer, final BloombergEquityIndexFutureOptionVolatilitySurfaceInstrumentProvider object) { final MutableFudgeMsg message = serializer.newMessage(); FudgeSerializer.addClassHeader(message, BloombergEquityIndexFutureOptionVolatilitySurfaceInstrumentProvider.class); message.add(PREFIX_FIELD_NAME, object.getFutureOptionPrefix()); message.add(POSTFIX_FIELD_NAME, object.getPostfix()); message.add(DATA_FIELD_NAME, object.getDataFieldName()); message.add(CALL_FIELD_NAME, object.useCallAboveStrike()); message.add(EXCHANGE_ID_FIELD_NAME, object.getExchangeIdName()); message.add(TICKER_SCHEME_NAME, object.getTickerSchemeName()); return message; } @Override public BloombergEquityIndexFutureOptionVolatilitySurfaceInstrumentProvider buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) { final String futureOptionPrefix = message.getString(PREFIX_FIELD_NAME); final String postfix = message.getString(POSTFIX_FIELD_NAME); final String dataFieldName = message.getString(DATA_FIELD_NAME); final Double useCallAboveValue = message.getDouble(CALL_FIELD_NAME); final String exchangeId = message.getString(EXCHANGE_ID_FIELD_NAME); final String schemeName = message.getString(TICKER_SCHEME_NAME); return new BloombergEquityIndexFutureOptionVolatilitySurfaceInstrumentProvider(futureOptionPrefix, postfix, dataFieldName, useCallAboveValue, exchangeId, schemeName); } }